01 - Set oven to 425°F.
02 - Pat the lamb dry with paper towels and make several deep slits all over using a sharp knife.
03 - Combine anchovy fillets, garlic, rosemary, thyme, black pepper, lemon zest, and olive oil in a small bowl to form a coarse paste.
04 - Rub the anchovy-rosemary paste all over the lamb, working it into the slits and massaging it into the surface.
05 - Sprinkle the lamb evenly with coarse sea salt.
06 - Place lamb on a rack in a large roasting pan. Pour the white wine and stock into the bottom of the pan.
07 - Roast for 20 minutes at 425°F.
08 - Reduce oven temperature to 350°F and roast for 1 hour 10 minutes until the internal temperature reaches 135°F for medium-rare.
09 - Transfer lamb to a cutting board, tent loosely with foil, and let rest for 20 minutes.
10 - Skim excess fat from pan juices, then simmer over medium heat to reduce slightly before serving with the lamb.